+42.3%
CF vs MOD
-37.4%
+79.7%
-25.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MOD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.2% | -7.3% | +13.4% | +5.4% |
| 7D | +0.4% | -34.2% | +34.6% | -3.5% |
| 30D | +2.2% | -51.9% | +54.1% | -5.2% |
| 3M | +2.1% | -53.0% | +55.2% | -5.1% |
| 6M | -6.5% | -66.4% | +59.8% | -15.2% |
| YTD | +55.6% | -31.5% | +87.1% | +44.7% |
| 1Y | +42.3% | -39.6% | +81.9% | +31.9% |
| All | +42.3% | -37.4% | +79.7% | +31.9% |
Cumulative growth
Daily Returns
Daily percentage return beside MOD.
Daily Out/Under-Performance
Portfolio return minus MOD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MOD return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 1y: compounded portfolio wealth divided by compounded MOD wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
1y analysis · Full analysis span regression · 6 months rolling